Does anybody know where I can find the average transaction costs (in percentage) for the following assets in Oanda? I have assumed it to be 2e-4 when training my model with Close prices. Yet, it seems to be much higher than that.


Furthermore, do you know which one is better regarding transaction costs for these assets costs? FXCM or Oanda? I am currently placing limit orders as follows based on the standard deviation of log returns. Does anybody have an advise on how this can be improved?

        stdarr = np.exp(cc.abs().quantile(0.25).values)
        for i, asset in enumerate(assets):
            ratio = weights[i] if asset[-3:] == 'USD' else (-1.0*weights[i])
            #self.SetHoldings(asset, ratio)
            oq = self.CalculateOrderQuantity(asset, ratio)
            lp = self.Securities[asset].AskPrice * stdarr[i]
            if oq > 0: lp = self.Securities[asset].BidPrice / stdarr[i]
            if oq != 0: self.LimitOrder(asset, oq, lp)